I thought the same exact thing! I read that manual front to back to find ANYTHING on how to be able to use the ringtones I had sent over to my new phone, FROM the old one.. And that's what they tell you - to do things that aren't possible!
Also on page 85 it says that "while viewing a message" you have an option to "Save as Ringtone: Saves the sound received with the message in My Ringtones", but there is no Save as Ringtone option! >
Someone please help us! The default ringtones on this phone are so obnoxious, lol.